-89.4%
FLX vs SPY
+37.3%
-126.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -7.7% | +0.1% | -7.8% | -7.7% |
| 3M | -16.6% | +2.0% | -18.6% | -16.7% |
| 6M | -16.6% | +13.0% | -29.6% | -17.5% |
| YTD | -39.9% | +13.5% | -53.5% | -40.5% |
| 1Y | -36.5% | +20.0% | -56.5% | -36.0% |
| All | -89.4% | +37.3% | -126.7% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling